WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,480 COMMITMENTS 117,531 102,670 171,862 169,146 162,049 458,538 436,581 24,941 46,898 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -6,968) 5,549 1,827 -6,813 -5,478 -5,219 -6,743 -10,205 -226 3,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 21.2 35.5 35.0 33.5 94.8 90.3 5.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 103 119 119 87 117 271 284 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 32,061 COMMITMENTS 17,578 475 448 13,860 30,187 31,886 31,110 175 951 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,696) 760 396 -675 1,526 1,689 1,611 1,410 85 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.8 1.5 1.4 43.2 94.2 99.5 97.0 0.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 2 14 23 22 26 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,181 COMMITMENTS 59,392 80,667 75,266 128,253 110,566 262,911 266,500 22,270 18,681 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 15,668) 4,670 50 12,719 -2,222 3,065 15,166 15,834 502 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 28.3 26.4 45.0 38.8 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 69 67 70 83 78 189 183 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,905,548 COMMITMENTS 263,916 331,593 536,010 904,162 793,507 1704089 1661110 201,459 244,438 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 29,062) 7,682 5,452 27,693 -6,941 -8,958 28,434 24,187 628 4,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 17.4 28.1 47.4 41.6 89.4 87.2 10.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785) 164 173 211 362 348 653 625 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,585 COMMITMENTS 1,925 11 272 968 3,538 3,165 3,822 1,420 764 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -60) -159 -1 -10 -26 34 -195 23 136 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 0.2 5.9 21.1 77.2 69.0 83.3 31.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 13 1 3 7 12 21 15 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 994,119 COMMITMENTS 166,118 73,165 295,010 468,106 557,300 929,234 925,475 64,885 68,644 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 18,826) 9,257 4,893 2,002 10,179 11,008 21,438 17,903 -2,612 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 7.4 29.7 47.1 56.1 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566) 192 108 193 209 225 486 450 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 481,302 COMMITMENTS 88,715 42,379 108,079 245,518 302,986 442,312 453,444 38,989 27,858 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 13,817) 16,841 -13,921 -2,584 -3,134 31,627 11,123 15,122 2,694 -1,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 8.8 22.5 51.0 63.0 91.9 94.2 8.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 91 66 99 97 91 245 219 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,232,984 COMMITMENTS 114,160 223,941 94,337 848,384 774,216 1056880 1092494 176,104 140,490 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 22,246) 13,368 -1,839 1,771 8,888 20,760 24,028 20,692 -1,782 1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 18.2 7.7 68.8 62.8 85.7 88.6 14.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 33 32 42 92 100 149 150 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,359 COMMITMENTS 59,107 406,650 4,529 825,435 529,722 889,071 940,901 147,288 95,458 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,504) 2,420 -724 158 -8,130 -8,698 -5,552 -9,264 47 3,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 39.2 0.4 79.6 51.1 85.8 90.8 14.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 13 18 11 82 77 99 102 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 473,404 COMMITMENTS 68,089 75,633 91,343 265,431 279,520 424,862 446,495 48,542 26,909 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,263) 2,313 3,109 754 5,320 5,279 8,387 9,142 1,876 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 16.0 19.3 56.1 59.0 89.7 94.3 10.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 66 75 81 120 98 231 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,432 COMMITMENTS 3,137 522 1,077 5,558 8,799 9,772 10,399 1,661 1,034 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -129) -246 -7 89 -19 -164 -176 -82 47 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 4.6 9.4 48.6 77.0 85.5 91.0 14.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 24 6 12 17 19 47 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,153,065 COMMITMENTS 458,407 676,955 29,932 1481159 1347714 1969498 2054600 183,567 98,465 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 34,335) 34,635 -30,935 2,958 -4,422 56,451 33,170 28,474 1,165 5,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 31.4 1.4 68.8 62.6 91.5 95.4 8.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 66 32 29 153 131 230 181 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,877,923 COMMITMENTS 746,208 659,201 248,111 2455403 2597671 3449722 3504983 428,201 372,939 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -12,448) -7,653 19,134 -28,422 21,088 -2,732 -14,987 -12,020 2,539 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 17.0 6.4 63.3 67.0 89.0 90.4 11.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 71 73 78 209 203 321 313 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,350 COMMITMENTS 171,261 163,311 12,077 699,821 611,821 883,159 787,209 102,191 198,141 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 9,426) -2,878 -2,442 358 16,227 3,622 13,707 1,538 -4,281 7,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 16.6 1.2 71.0 62.1 89.6 79.9 10.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 13 10 8 68 73 83 89 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,658,133 COMMITMENTS 565,981 574,729 152,559 2614229 2659216 3332769 3386504 325,364 271,629 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -7,029) 23,191 -35,108 13,934 -50,296 16,702 -13,171 -4,472 6,142 -2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 15.7 4.2 71.5 72.7 91.1 92.6 8.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 71 35 53 158 175 250 242 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,690,381 COMMITMENTS 710,563 401,336 203,604 752,210 1049780 1666377 1654720 24,004 35,661 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,047) 654 -11,876 -11,678 17,157 29,236 6,133 5,682 914 1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 23.7 12.0 44.5 62.1 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 23 20 34 55 57 99 92 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 39,980 COMMITMENTS 13,319 17,660 244 19,751 14,237 33,314 32,141 6,665 7,839 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -320) -890 -202 -164 406 75 -648 -291 328 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 44.2 0.6 49.4 35.6 83.3 80.4 16.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 23 18 9 33 27 59 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 79,959 COMMITMENTS 26,638 35,320 488 39,502 28,474 66,629 64,282 13,331 15,677 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -640) -1,780 -404 -328 813 151 -1,295 -581 655 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 44.2 0.6 49.4 35.6 83.3 80.4 16.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 23 18 9 33 27 59 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,847 COMMITMENTS 5,007 1,381 0 27,392 32,686 32,399 34,067 2,448 780 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,073) -303 0 0 -1,113 -818 -1,416 -818 343 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.0 0.0 78.6 93.8 93.0 97.8 7.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 0 16 8 20 10 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 24,109 COMMITMENTS 15,209 23,145 436 8,199 495 23,844 24,076 265 33 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 732) 800 739 0 -72 0 728 739 4 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.1 96.0 1.8 34.0 2.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 18 15 2 4 1 24 16 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,484 COMMITMENTS 11,120 19,124 25,118 34,222 25,505 70,460 69,747 24 737 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 838) 0 -101 837 0 87 837 823 1 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 27.1 35.6 48.6 36.2 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 4 1 3 9 11 13
Updated July 24, 2020